Open AccessOn the Conditional Variance for Scale Mixtures of Normal Distributions
Author(s) -
Stamatis Cambanis,
S. Fotopoulos,
He Ling
Publication year - 2000
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/3gkc-6v96
Subject(s) - statistics , scale (ratio) , variance (accounting) , conditional variance , variance components , mathematics , econometrics , geography , cartography , economics , volatility (finance) , accounting , autoregressive conditional heteroskedasticity